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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28563 BP-ICBC@EC2509A

Call / Underlying: 1398 ICBC

0.162 +0.046 (+39.66%)

  • Day High0.168
  • Day Low0.145
  • Open0.145
  • Last Close0.116
  • Turnover
    ($K)
    255
  • Volume
    (K)
    1,600
Last Update: 03-06-2025 16:20 (15 mins delayed)
Bid*
0.157
Ask*
0.162
0.001
Underlying* 5.80 +0.17
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.120.140.160.180.25.75.755.85.855.9
Warrants Price
Underlying Price
Listing Date
18-10-2024
Today
04-06-2025
Last Trading Date
27-08-2025
Maturity Date
02-09-2025

Terms and Indicators

  • NameBP-ICBC@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio1
  • Delta34.7%
  • Vega6.41%
  • Theta-1.3643
  • Strike6
  • Moneyness3.4 OTM
  • Effective Gearing12.4
  • Hist. Vol of Underlying (30-days)14.54%
  • Gearing35.8
  • Premium6.24%
  • Implied Volatility26.35%
  • Maturity Date (D-M-Y)02/09/2025
  • Listing Date (D-M-Y)18/10/2024
  • Last Trading Date (D-M-Y)27/08/2025
  • Time to Maturity91day(s)
  • Board Lot1,000
  • Outstanding Qty (M)3.77
  • Outstanding Qty9.43%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

1398 ICBC

5.80+0.170(+3.02%)

Bid
5.80
Ask
5.81
  • Last5.80
  • Open5.66
  • High5.84
  • Low5.66
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) -6.82
  • Put ($Million) -4.97

5 Days

  • Call ($Million) +0.05
  • Put ($Million) +0.05
Last Update : 03-06-2025